scientific article; zbMATH DE number 2169710

MaRDI QIDQ4677161zbMATH OpenFDO

Authors Volodymyr Yasinsky, Igor Yurchenko, Svitlana Antonyk

Publication date 20 May 2005

zbMATH Keywords

stochastic processesstochastic optimizationcomparison theoremfunctional differential equationcontrol problem

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

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Cited in

(3)

• Comparison theorem for strong solution of two-parameter Poisson type stochastic differential equation
• Order preservation for multidimensional stochastic functional differential equations with jumps
• Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings

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